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person:"Härdle, Wolfgang"
subject:"Germany"
~isPartOf:"Journal of econometrics"
~subject:"Time series analysis"
~subject:"Volatility"
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Härdle, Wolfgang
Phillips, Peter C. B.
15
Yu, Jun
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Koop, Gary
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Aït-Sahalia, Yacine
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Swanson, Norman R.
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Mariano, Roberto S.
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Teräsvirta, Timo
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Park, Joon Y.
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Journal of econometrics
SFB 649 discussion paper
34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Universitext
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CORE discussion paper : DP
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Applied quantitative finance
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Center for Economic Research, Tilburg University
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Finance and stochastics
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IRTG 1792 discussion paper
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International review of financial analysis
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Nonparametric dynamic modelling
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Spatial economic analysis : the journal of the Regional Studies Association
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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